Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47640.54 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46245.57 Kr¶

PnL: ---------------------------------------> -643.0 Kr¶

DD now: ---------------------------------> -2.034 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 10:45:06.333813'

Anic Portfolio¶

This Week¶

Return: -0.601 %¶

Total¶

Return: 55.912 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.890000 3437.600000 60.600000 1.790000 3377.000000
Boozt 12 0.850000 1711.200000 57.200000 3.460000 1653.999996
AcadeMedia 12 -1.420000 598.560000 41.560000 7.460000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.280000 389.800000 34.800000 9.800000 355.000000
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Corem Property Group B 59 -1.900000 610.650000 33.650000 5.830000 576.999999
Resurs Holding 22 -0.690000 605.220000 31.220000 5.440000 573.999998
HMS Networks 2 -2.590000 692.400000 19.400000 2.880000 673.000000
Securitas B 6 -0.370000 586.440000 16.440000 2.880000 570.000000
Swedbank A 3 -0.520000 578.100000 14.100000 2.500000 564.000000
OEM International B 7 0.390000 541.100000 13.100000 2.480000 527.999997
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 -0.150000 541.200000 9.200000 1.730000 532.000000
Nordea Bank Abp 29 0.250000 3463.180000 9.180000 0.270000 3453.999992
Intrum 4 -2.050000 534.200000 7.200000 1.370000 527.000000
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 -0.590000 544.500000 -1.500000 -0.270000 546.000000
Essity B 2 -0.110000 560.000000 -14.000000 -2.440000 574.000000
Midsona B 63 -0.990000 568.260000 -14.740000 -2.530000 582.999984
CTEK 13 -1.560000 509.340000 -24.660000 -4.620000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.900000 553.000000 -41.570000 -6.990000 594.565215
Vivesto 1368 2.000000 558.140000 -54.860000 -8.950000 612.999432
Sampo Oyj SDB 7 -0.920000 3773.000000 -77.000000 -2.000000 3850.000000
Axfood 13 0.730000 3608.800000 -147.200000 -3.920000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -1.860000 1421.100000 -242.900000 -14.600000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46229.930000 -658.640000 -2.06661% 46888.564618

Updated:¶

'2023-01-25 10:44:20.632643'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶